-8.2%
EW vs ALB
-64.0%
+55.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +4.9% | -5.8% | +10.7% | +5.5% |
| 30D | +23.9% | -4.5% | +28.5% | +24.5% |
| 3M | +15.8% | -28.1% | +43.8% | +19.4% |
| 6M | +31.7% | -53.2% | +84.8% | +41.7% |
| YTD | +25.7% | -33.3% | +59.0% | +28.8% |
| 1Y | +24.4% | -17.4% | +41.9% | +24.2% |
| 3Y | +65.9% | -14.1% | +80.0% | +56.0% |
| All | -8.2% | -64.0% | +55.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling